Why? Well, to bypass the rules, of course. Cheney is refusing to comply with a presidential order regarding annual reports on security with the National Archive. All federal offices are required to file reports, based on a presidential order to provide a uniform, government-wide system for safeguarding classified info. Cheney filed in 2001 and 2002...but since then? He has decided that he doesn't have to. He's not "fully part of the executive branch", so the rules doesn't actually apply to him. He has also refused to comply with orders to disclose how much information was begin classified and declassified.

The Vice President's office's refusal to comply with the executive order and the National Archives's request prompted the National Archives to file a complaint with the Attorney General's office. But the Justice Department has not followed up on the Archives's request. [Rawstory]

Isn't that nice? He has 'executive privilege' or 'executive immunity' whenever it suits him, but when it doesn't suit him (as when he's been requested to provide information to Congress regarding his activities and those of his close aides), he claims executive privilege. Nice to have it both ways isn't it?